+7.9%
HD vs PCG
-20.4%
+28.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.1% | -1.7% |
| 7D | +4.3% | -1.6% | +5.9% | +4.5% |
| 30D | +20.2% | +1.4% | +18.8% | +20.1% |
| 3M | -1.0% | -23.4% | +22.4% | +1.0% |
| 6M | +7.9% | -19.4% | +27.3% | +8.2% |
| All | +7.9% | -20.4% | +28.3% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded PCG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling